activity
20142022
most citedAlgorithms for CVaR Optimization in MDPs

68 citations · 76 across the 6 of their papers we have counts for

collaborators

6 papers

cs.CL20227 cited

Dynamic Planning in Open-Ended Dialogue using Reinforcement Learning

Deborah Cohen, Moonkyung Ryu, Yinlam Chow +8

Despite recent advances in natural language understanding and generation, and decades of research on the development of conversational bots, building automated agents that can carr…

math.OC2015

A Uniform-grid Discretization Algorithm for Stochastic Control with Risk Constraints

Yin-Lam Chow, Marco Pavone

In this paper, we present a discretization algorithm for finite horizon risk constrained dynamic programming algorithm in [Chow_Pavone_13]. Although in a theoretical standpoint, Be…

math.OC2014

Weighted Difference Approximation of Value Functions for Slow-Discounting Markov Decision Processes

Yin-Lam Chow, Junjie Qin

Processes (MDPs) often require frequent decision making, that is, taking an action every microsecond, second, or minute. Infinite horizon discount reward formulation is still relev…

math.OC2014

Constrained Stochastic Optimal Control with a Baseline Performance Guarantee

Yinlam Chow, Mohammad Ghavamzadeh

In this paper, we show how a simulated Markov decision process (MDP) built by the so-called \emph{baseline} policies, can be used to compute a different policy, namely the \emph{si…

cs.AI201468 cited

Algorithms for CVaR Optimization in MDPs

Yinlam Chow, Mohammad Ghavamzadeh

In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in costs in addition to minimizing a standard criterion. Conditiona…

math.OC20141 cited

Distributed Online Modified Greedy Algorithm for Networked Storage Operation under Uncertainty

Junjie Qin, Yinlam Chow, Jiyan Yang +1

The integration of intermittent and stochastic renewable energy resources requires increased flexibility in the operation of the electric grid. Storage, broadly speaking, provides…